Re: [R] Bivariate normal

P.S. just "pnorm(x, mean=m, sd=s)", not "1-pnorm(x, mean=m, sd=s) + pnorm(-x, mean=m, sd=s)" On Wed, Oct 1, 2008 at 2:04 PM, Sasha Pustota <[EMAIL PROTECTED]> wrote: > Thanks Jay. I realized that I was doing it a silly way shortly after I > posted and that the an

Re: [R] Bivariate normal

orm(-x, mean=m, sd=s) } On Wed, Oct 1, 2008 at 1:11 PM, G. Jay Kerns <[EMAIL PROTECTED]> wrote: > Dear Sasha, > > On Wed, Oct 1, 2008 at 11:43 AM, Sasha Pustota <[EMAIL PROTECTED]> wrote: >> Package mvtnorm provides dmvnorm, pmvnorm that can be used to compute >>

[R] Bivariate normal

Package mvtnorm provides dmvnorm, pmvnorm that can be used to compute Pr(X=x,Y=y) and Pr(Xhttps://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.

[R] integrate: can pass numbers but not variables as additional arguments

I'm trying to integrate one dimension of a bivariate normal. It works when additional parameters are passed explicitly: library(mvtnorm) bivInt <- function(x,y,mx,my,r) { dmvnorm(c(x, y), mean=c(mx, my), sigma=rbind(c(1, r), c(r, 1))) } integrate(Vectorize(bivInt), lower=-Inf, upper=2, 1, 2, 2, .5